Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-02-01 0.201220 0.215554 0.230814 0.248340 0.267999 0.289473 0.314844
2026-02-08 0.180567 0.199098 0.219745 0.244664 0.274208 0.308490 0.351836
2026-02-15 0.170927 0.192868 0.218232 0.250142 0.289834 0.338461 0.403994
2026-02-22 0.160210 0.183945 0.212167 0.248843 0.296259 0.357029 0.443571
2026-03-01 0.150961 0.175790 0.206003 0.246348 0.300259 0.372154 0.479816
2026-03-08 0.142231 0.167517 0.198867 0.241677 0.300495 0.381662 0.508757
2026-03-15 0.135183 0.160824 0.193146 0.238187 0.301668 0.392125 0.540002
2026-03-22 0.131806 0.158542 0.192871 0.241805 0.312806 0.417829 0.598633
2026-03-29 0.130519 0.158825 0.195886 0.250017 0.331108 0.456211 0.684988
2026-04-05 0.125728 0.154161 0.191869 0.247849 0.333547 0.469676 0.729644
2026-04-12 0.122608 0.151560 0.190489 0.249315 0.341547 0.492945 0.796955
2026-04-19 0.117019 0.145332 0.183710 0.242309 0.335497 0.491531 0.814751
2026-04-26 0.111336 0.138893 0.176534 0.234582 0.328172 0.487955 0.829396
2026-05-03 0.107528 0.134905 0.172665 0.231648 0.328454 0.498004 0.875783
2026-05-10 0.106411 0.134612 0.174071 0.236887 0.342779 0.535653 0.994880
2026-05-17 0.103575 0.131758 0.171574 0.235784 0.346055 0.552555 1.068766
2026-05-24 0.100617 0.128609 0.168488 0.233528 0.347062 0.565008 1.134800
2026-05-31 0.097306 0.124834 0.164304 0.229242 0.344051 0.568810 1.178187
2026-06-07 0.094469 0.121654 0.160890 0.226031 0.342744 0.576029 1.233997
2026-06-14 0.093454 0.121092 0.161416 0.229372 0.353866 0.611641 1.390899
2026-06-21 0.093505 0.122086 0.164355 0.236940 0.373751 0.670446 1.657482
2026-06-28 0.091304 0.119648 0.161837 0.234944 0.374670 0.684772 1.769390
2026-07-05 0.089978 0.118476 0.161259 0.236295 0.382411 0.717096 1.973868